Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-29 0.488460 0.544486 0.606831 0.681832 0.770250 0.871975 0.999037
2025-01-05 0.420837 0.491020 0.574356 0.682054 0.819734 0.992967 1.232648
2025-01-12 0.371109 0.447764 0.543303 0.673803 0.851839 1.093286 1.458854
2025-01-19 0.325667 0.402763 0.502391 0.644372 0.848265 1.142242 1.622942
2025-01-26 0.302056 0.382471 0.490076 0.649974 0.891835 1.263601 1.924649
2025-02-02 0.283306 0.366208 0.480617 0.657173 0.937390 1.395287 2.280547
2025-02-09 0.263763 0.346683 0.464034 0.650905 0.959862 1.492463 2.603682
2025-02-16 0.249635 0.333371 0.454776 0.654116 0.997375 1.622394 3.036672
2025-02-23 0.231315 0.312398 0.431996 0.632758 0.988955 1.664785 3.294004
2025-03-02 0.213758 0.291275 0.407193 0.605276 0.965409 1.672530 3.472320
2025-03-09 0.205373 0.283291 0.402033 0.610038 1.001487 1.809049 4.038017
2025-03-16 0.201174 0.281302 0.406027 0.630760 1.070926 2.033953 4.974112
2025-03-23 0.194371 0.275095 0.403149 0.639855 1.120892 2.233777 5.991832
2025-03-30 0.187500 0.268292 0.398685 0.645464 1.164655 2.432302 7.174267
2025-04-06 0.179451 0.259064 0.389376 0.640841 1.185462 2.578115 8.290826
2025-04-13 0.168565 0.244601 0.370076 0.614975 1.154551 2.573255 8.738085
2025-04-20 0.163690 0.239760 0.367181 0.621149 1.198939 2.800909 10.607931
2025-04-27 0.159338 0.235515 0.364988 0.628439 1.247354 3.059585 13.068735
2025-05-04 0.153431 0.228311 0.356965 0.622840 1.262875 3.218240 15.190601
2025-05-11 0.149166 0.223677 0.353299 0.626028 1.301643 3.473729 18.637764
2025-05-18 0.142080 0.213842 0.339435 0.606007 1.275744 3.484699 20.009798
2025-05-25 0.134662 0.203142 0.323436 0.580151 1.230819 3.411760 20.475184
2025-06-01 0.131601 0.199914 0.321288 0.584669 1.270706 3.690197 25.645389